+974.3%
CRDO vs PENG
+107.0%
+867.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +1.6% | +7.3% | -5.7% | -1.9% |
| 30D | -30.0% | -7.5% | -22.5% | -27.3% |
| 3M | -28.3% | -17.2% | -11.1% | -22.6% |
| 6M | +44.8% | +176.7% | -132.0% | -13.6% |
| YTD | +16.7% | +161.0% | -144.3% | -29.6% |
| 1Y | +12.7% | +108.8% | -96.2% | -25.6% |
| All | +974.3% | +107.0% | +867.4% | +549.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling